+1,558.2%
ADM vs BN
+16,294.4%
-14,736.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.4% |
| 7D | -7.8% | +3.6% | -11.5% | -8.9% |
| 30D | -12.6% | +15.9% | -28.4% | -16.8% |
| 3M | -8.2% | -2.3% | -5.9% | -8.0% |
| 6M | -8.9% | -8.4% | -0.5% | -7.2% |
| YTD | +24.0% | -5.9% | +29.9% | +24.3% |
| 1Y | +26.2% | -5.6% | +31.7% | +26.1% |
| 3Y | +7.0% | +104.2% | -97.2% | -19.5% |
| 5Y | +24.9% | +35.5% | -10.6% | +4.8% |
| 10Y | +102.6% | +285.2% | -182.6% | +17.9% |
| All | +1,558.2% | +16,294.4% | -14,736.2% | +518.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling